Cell counts {Y i } are independent Poisson random variables, with i = E(Y i ).
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Cell counts {Yi} are independent Poisson random variables, with µi = E(Yi). Consider the Poisson loglinear model
log µ = Xa θa, where µ = (µ1,..., µN).
Using arguments similar to those in Section 14.2, show that the large-sample covariance matrix of θ̂a can be estimated by [X’a diag(µ̂)Xa]–1, where µ̂ is the ML estimator of µ.
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